+2,737.0%
MSFT vs CRM
+6,523.6%
-3,786.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -1.0% | -5.0% | +3.9% | +0.5% |
| 30D | -2.7% | +23.6% | -26.3% | -9.7% |
| 3M | +22.1% | +39.6% | -17.5% | +8.5% |
| 6M | +20.6% | +23.4% | -2.9% | +10.9% |
| YTD | +2.3% | -7.4% | +9.7% | +2.8% |
| 1Y | -0.5% | -2.3% | +1.8% | -2.2% |
| 3Y | +50.5% | +10.5% | +40.0% | +39.0% |
| 5Y | +72.3% | -4.7% | +77.1% | +62.9% |
| 10Y | +885.0% | +234.7% | +650.3% | +564.2% |
| All | +2,737.0% | +6,523.6% | -3,786.6% | +930.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling